Determining the state of an object is an important task. In many applications, a state vector that comprises a state variable related to a position or an orientation of the object is used to describe the state of the object.
The state vector at a specific point in time is often not known. Thus, it has to be estimated. For this purpose, measurements related to a state variable that forms part of the state vector can be taken into account. Due to measurement and modeling errors, state vector estimation does generally not yield accurate results. The state vector estimate is therefore often expressed in terms of statistical information.
However, in many applications certain values of a state variable or a state vector can be excluded because they are improbable.